Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51539.09 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48340.03 Kr¶

PnL: ---------------------------------------> -747.54 Kr¶

DD now: ---------------------------------> -0.78 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 12:33:05.308143'

Anic Portfolio¶

This Week¶

Return: 8.445 %¶

Total¶

Return: 68.732 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.940000 766.800000 93.800000 13.940000 673.000000
Nordea Bank Abp 29 0.030000 3536.260000 82.260000 2.380000 3453.999992
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
SAAB B 8 0.020000 3428.000000 51.000000 1.510000 3377.000000
Swedbank A 3 2.690000 606.900000 42.900000 7.610000 564.000000
Resurs Holding 22 0.360000 611.160000 37.160000 6.470000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.320000 592.560000 35.560000 6.380000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.810000 380.000000 25.000000 7.040000 355.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Intrum 4 0.590000 542.600000 15.600000 2.960000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -2.170000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Securitas B 6 -1.490000 570.480000 0.480000 0.080000 570.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -2.860000 578.340000 -4.660000 -0.800000 582.999984
Corem Property Group B 59 -2.280000 568.170000 -8.830000 -1.530000 576.999999
Boozt 12 -0.950000 1629.600000 -24.400000 -1.480000 1653.999996
Essity B 2 -1.090000 544.000000 -30.000000 -5.230000 574.000000
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
CTEK 13 -2.210000 495.300000 -38.700000 -7.250000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.370000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 -0.590000 4021.500000 -278.500000 -6.480000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48341.980000 -745.590000 -0.77648% 49087.564636

Updated:¶

'2023-01-31 12:32:24.595413'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶